Valuation of Fixed Income Securities and Derivatives

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The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.There are three different amortization structures that have been used in credit
card receivable- backed security structures: (l) ... Instead, for this sector of the
asset-backed securities markeL participants look at the monthly payment rate (
MPR).

Title

:

Valuation of Fixed Income Securities and Derivatives

Author

:

Frank J. Fabozzi, CFA

Publisher

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John Wiley & Sons - 1998-01-15

ISBN-13

:

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